Phillips, Peter C.B and Sul, Donggyu
Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence
J5085 2003
- 2003
- 217-259 V. 06 Issue. 1
Econometrics
Autogression;Bias;Cross section dependence;Dynamic factors;Dynamic panel estimations;Panel unit root test;GLS estimation;Homogeneity tests;